nshen7 / alpha-gfnLinks
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
☆90Updated 3 months ago
Alternatives and similar repositories for alpha-gfn
Users that are interested in alpha-gfn are comparing it to the libraries listed below
Sorting:
- ☆122Updated 11 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆165Updated last year
- ☆62Updated 9 months ago
- ☆135Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆324Updated last year
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆139Updated 2 months ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 7 months ago
- ☆116Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆208Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- High frequency factors based on order and trade data.☆69Updated 2 years ago
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆140Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 3 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆137Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆65Updated last year
- AlphaAgent is an autonomous alpha mining framework.☆119Updated 6 months ago
- alpha投研示例☆88Updated 3 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆132Updated 3 weeks ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆75Updated 5 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- ☆32Updated 2 years ago